CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 25-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2014 |
25-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9093 |
0.9062 |
-0.0031 |
-0.3% |
0.9141 |
| High |
0.9093 |
0.9062 |
-0.0031 |
-0.3% |
0.9141 |
| Low |
0.9091 |
0.9061 |
-0.0030 |
-0.3% |
0.9073 |
| Close |
0.9091 |
0.9062 |
-0.0029 |
-0.3% |
0.9091 |
| Range |
0.0002 |
0.0001 |
-0.0001 |
-50.0% |
0.0068 |
| ATR |
0.0022 |
0.0023 |
0.0001 |
2.4% |
0.0000 |
| Volume |
35 |
12 |
-23 |
-65.7% |
336 |
|
| Daily Pivots for day following 25-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9065 |
0.9064 |
0.9063 |
|
| R3 |
0.9064 |
0.9063 |
0.9062 |
|
| R2 |
0.9063 |
0.9063 |
0.9062 |
|
| R1 |
0.9062 |
0.9062 |
0.9062 |
0.9063 |
| PP |
0.9062 |
0.9062 |
0.9062 |
0.9062 |
| S1 |
0.9061 |
0.9061 |
0.9062 |
0.9062 |
| S2 |
0.9061 |
0.9061 |
0.9062 |
|
| S3 |
0.9060 |
0.9060 |
0.9062 |
|
| S4 |
0.9059 |
0.9059 |
0.9061 |
|
|
| Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9306 |
0.9266 |
0.9128 |
|
| R3 |
0.9238 |
0.9198 |
0.9110 |
|
| R2 |
0.9170 |
0.9170 |
0.9103 |
|
| R1 |
0.9130 |
0.9130 |
0.9097 |
0.9116 |
| PP |
0.9102 |
0.9102 |
0.9102 |
0.9095 |
| S1 |
0.9062 |
0.9062 |
0.9085 |
0.9048 |
| S2 |
0.9034 |
0.9034 |
0.9079 |
|
| S3 |
0.8966 |
0.8994 |
0.9072 |
|
| S4 |
0.8898 |
0.8926 |
0.9054 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9122 |
0.9061 |
0.0061 |
0.7% |
0.0011 |
0.1% |
2% |
False |
True |
51 |
| 10 |
0.9141 |
0.9061 |
0.0080 |
0.9% |
0.0011 |
0.1% |
1% |
False |
True |
43 |
| 20 |
0.9162 |
0.9060 |
0.0102 |
1.1% |
0.0012 |
0.1% |
2% |
False |
False |
35 |
| 40 |
0.9356 |
0.9060 |
0.0296 |
3.3% |
0.0011 |
0.1% |
1% |
False |
False |
37 |
| 60 |
0.9356 |
0.9060 |
0.0296 |
3.3% |
0.0010 |
0.1% |
1% |
False |
False |
37 |
| 80 |
0.9356 |
0.9041 |
0.0315 |
3.5% |
0.0010 |
0.1% |
7% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9066 |
|
2.618 |
0.9065 |
|
1.618 |
0.9064 |
|
1.000 |
0.9063 |
|
0.618 |
0.9063 |
|
HIGH |
0.9062 |
|
0.618 |
0.9062 |
|
0.500 |
0.9062 |
|
0.382 |
0.9061 |
|
LOW |
0.9061 |
|
0.618 |
0.9060 |
|
1.000 |
0.9060 |
|
1.618 |
0.9059 |
|
2.618 |
0.9058 |
|
4.250 |
0.9057 |
|
|
| Fisher Pivots for day following 25-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9062 |
0.9077 |
| PP |
0.9062 |
0.9072 |
| S1 |
0.9062 |
0.9067 |
|